+158.4%
PG vs SYF
+326.7%
-168.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | -2.6% | -1.1% | -1.5% | -2.5% |
| 3M | -3.3% | +7.4% | -10.7% | -4.2% |
| 6M | -6.7% | +16.2% | -22.9% | -8.3% |
| YTD | +1.7% | -6.1% | +7.9% | +2.0% |
| 1Y | -7.9% | +3.4% | -11.3% | -8.7% |
| 3Y | +0.9% | +162.9% | -161.9% | -12.3% |
| 5Y | +12.6% | +85.6% | -72.9% | +0.7% |
| 10Y | +117.2% | +262.7% | -145.6% | +68.1% |
| All | +158.4% | +326.7% | -168.3% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling